Capacity and Exit Time for Non-reversible Diffusions

Autor: Huang, Lu-Jing, Kim, Kyung-Youn
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: Capacity is an important quantity in potential theory and in the study of Markov processes. We give equivalent conditions between the capacity, the mean exit time, and the Green function for non-reversible diffusions.
Comment: 13 pages
Databáze: arXiv